相关论文: Yule's "Nonsense Correlation" Solved!

A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…

We present a conjecture describing new long range correlations among the Riemann zeros leading to 3 principal features: (i) The spectral auto-correlation is invariant w.r.t. the averaging window. (ii) Resurgence occurs wherein the lowest…

We present a systematic method for the derivation of a relation which connects the correlation function of operators on the straight Maldacena-Wilson line with the integrability data for the cusp anomalous dimension. As we show, the…

Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal…

In this work, we first study the solvability of moment problems involving real exponentials and provide explicit estimates of the associated control cost. The result holds when the increasing sequence of distinct real numbers satisfies a…

Passive imaging refers to problems where waves generated by unknown sources are recorded and used to image the medium through which they travel. The sources are typically modelled as a random variable and it is assumed that some statistical…

We consider the random wetting transition on the Cayley tree, i.e. the problem of a directed polymer on the Cayley tree in the presence of random energies along the left-most bonds. In the pure case, there exists a first-order transition…

Causal inference from observational data is an ambitious but highly relevant task, with diverse applications ranging from natural to social sciences. Within the scope of nonparametric time series, causal inference defined through…

In a paper from 2006, Couder and Fort [1] describe a version of the famous double slit experiment performed with drops bouncing on a vibrated fluid surface, where interference in the particle statistics is found even though it is possible…

We study the quantum-mechanical uncertainty relation originating from the successive measurement of two observables $\hat{A}$ and $\hat{B}$, with eigenvalues $a_n$ and $b_m$, respectively, performed on the same system. We use an extension…

The behaviour of quantum metric perturbations produced during inflation is considered at the stage after the second Hubble radius crossing. It is shown that the classical correlation between amplitude and momentum of a perturbation mode,…

The 120-year old so-called Painleve paradox involves the loss of determinism in models of planar rigid bodies in point contact with a rigid surface, subject to Coulomb-like dry friction. The phenomenon occurs due to coupling between normal…

We study a new measure of codependency in the second moment of a continuous-time multivariate asset price process, which we name the realized copula of volatility. The statistic is based on local volatility estimates constructed from…

Statistical inference often conflates the probability of a parameter with the probability of a hypothesis, a critical misunderstanding termed the ultimate issue error. This error is pervasive across the social, biological, and medical…

Elkies and McMullen [Duke Math.J.~123 (2004) 95--139] have shown that the gaps between the fractional parts of \sqrt n for n=1,\ldots,N, have a limit distribution as N tends to infinity. The limit distribution is non-standard and differs…

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Explaining observations in terms of causes and effects is central to all of empirical science. Correlations between entangled quantum particles, however, seem to defy such an explanation. To recover a causal picture in this case, some of…

The Wiener-Khinchin theorem shows how the power spectrum of a stationary random signal $I(t)$ is related to its correlation function $\left\langle I(t)I(t+\tau)\right\rangle$. We consider non-stationary processes with the widely observed…

In this paper, we consider a framework adapting the notion of cointegration when two asset prices are generated by a driftless It\^{o}-semimartingale featuring jumps with infinite activity, observed regularly and synchronously at high…